Likelihood functions based on parameter-dependent functions

DOI10.3150/bj/1089206405zbMath1053.62029OpenAlexW1991443374MaRDI QIDQ1880899

Thomas A. Severini

Publication date: 24 September 2004

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1089206405

zbMATH Keywords

nuisance parametersmarginal likelihoodmaximum likelihood estimatorslikelihood inferenceconditional likelihoodmodified profile likelihoodancillary statistics

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (1)

Closed-form likelihoods for stochastic differential equation growth models

Cites Work

• An explicit large-deviation approximation to one-parameter tests.
• The likelihood ratio approximation to the conditional distribution of the maximum likelihood estimator in the discrete case
• On a formula for the distribution of the maximum likelihood estimator
• Adjustments to profile likelihood
• Conditionality resolutions
• An approximation to the modified profile likelihood function
• On the approximate elimination of nuisance parameters by conditioning
• Linear systems of pivotals and associated pivotal likelihoods with applications
• Data Transformations and the Linear Model
• The Determination of Likelihood and the Transformed Regression Model
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Likelihood functions based on parameter-dependent functions